+35.8%
GFS vs HRB
+1.1%
+34.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +0.2% |
| 7D | +1.0% | -5.7% | +6.7% | -0.9% |
| 30D | -8.6% | +7.9% | -16.5% | -5.8% |
| 3M | -46.5% | +32.1% | -78.7% | -38.9% |
| 6M | -4.8% | +62.2% | -67.1% | +14.7% |
| YTD | +29.7% | +16.4% | +13.3% | +45.7% |
| 1Y | +35.8% | -0.3% | +36.1% | +54.4% |
| All | +35.8% | +1.1% | +34.8% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling